This has nothing to do with compiler or linker setup, these two steps complete successfully.
Now your executable needs to access the SFML DLLs to execute the functions they contain, so the DLLs must be in a known path when you run it. And known paths are the executable path, plus everything which is listed in the PATH environment variable.
And if you don't want to be bothered with DLLs, you can also choose to build SFML static libraries.